论文信息 - Minimum Variance Unbiased Estimation of P[Y < X] in the Normal Case

Minimum Variance Unbiased Estimation of P[Y < X] in the Normal Case

A new expression is obtained for the minimum variance unbiased estimator of P[Y < X] under the assumption that X and Y are independent normal random variables. This new expression yields approximations to the UMVUE which are superior to those previously used by Church and Harris [1] and Downton [2].

Wayne A. Woodward | W. Woodward | Gary D. Kelley | G. D. Kelley

[1] H. L. Gray,et al. Best Estimates of Functions of the Parameters of the Gaussian and Gamma Distributions , 1976, IEEE Transactions on Reliability.

[2] F. Downton. The Estimation of Pr (Y < X) in the Normal Case , 1973 .

[3] J. D. Church,et al. The Estimation of Reliability from Stress-Strength Relationships , 1970 .